+46.9%
PBR vs LDOS
-31.9%
+78.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.8% | +1.3% |
| 7D | -1.0% | -1.6% | +0.6% | -1.0% |
| 30D | -29.3% | +8.2% | -37.5% | -29.4% |
| 3M | +5.5% | -8.2% | +13.7% | +5.1% |
| 6M | -2.9% | +5.8% | -8.7% | -3.0% |
| YTD | +61.5% | -27.0% | +88.4% | +57.0% |
| 1Y | +46.9% | -31.0% | +77.8% | +46.5% |
| All | +46.9% | -31.9% | +78.7% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded LDOS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling